Package velox.api.layer1.datastructure.events

Class TradeEvent

java.lang.Object

velox.api.layer1.datastructure.events.Event

velox.api.layer1.datastructure.events.TradeEvent

All Implemented Interfaces:

Serializable, Cloneable, CloneableSerializable, CustomGeneratedEvent

public class TradeEvent
extends Event

See Also:

• Serialized Form

Field Summary

Fields

Modifier and Type	Field	Description
final String	aggressorOrderId	aggressor for this trade, can be null if not know/not applicable
final boolean	isBidAggressor
final boolean	isExecutionEnd	true if this trade ends order execution chain
final boolean	isExecutionStart	true if this trade starts new order execution chain
final String	passiveOrderId	order (partially) consumed by aggressor, can be null if not known/not applicable
final double	price
final int	size

Fields inherited from class velox.api.layer1.datastructure.events.Event

eventType, sequenceNumber, time

Constructor Summary

Constructors

Constructor	Description
TradeEvent(long t, boolean isBidAggressor, double price, int size, boolean isExecutionStart, boolean isExecutionEnd, String aggressorOrderId, String passiveOrderId)

Method Summary

Modifier and Type	Method	Description
TradeEvent	clone()
String	toString()

Methods inherited from class velox.api.layer1.datastructure.events.Event

copySequenceNumberTo, getSequenceNumber, getTime, setSequenceNumber

Methods inherited from class java.lang.Object

equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Details

isBidAggressor

public final boolean isBidAggressor

price

public final double price

size

public final int size

isExecutionStart

public final boolean isExecutionStart

true if this trade starts new order execution chain

isExecutionEnd

public final boolean isExecutionEnd

true if this trade ends order execution chain

aggressorOrderId

public final String aggressorOrderId

aggressor for this trade, can be null if not know/not applicable

passiveOrderId

public final String passiveOrderId

order (partially) consumed by aggressor, can be null if not known/not applicable

Constructor Details

TradeEvent

public TradeEvent(long t,
 boolean isBidAggressor,
 double price,
 int size,
 boolean isExecutionStart,
 boolean isExecutionEnd,
 String aggressorOrderId,
 String passiveOrderId)

Method Details

toString

public String toString()

Overrides:

toString in class Object

clone

public TradeEvent clone()

Specified by:

clone in interface CloneableSerializable

Specified by:

clone in class Event